Maximum Likelihood Recursive Least Squares Estimation for Multivariable Systems

被引：0
作者：
Junhong Li
Feng Ding
Ping Jiang
Daqi Zhu
机构：
[1] Nantong University,School of Electrical Engineering
[2] Jiangnan University,School of Internet of Things Engineering
[3] Shanghai Maritime University,Laboratory of Underwater Vehicles and Intelligent Systems
来源：
Circuits, Systems, and Signal Processing | 2014年 / 33卷
关键词：
Recursive identification; Multivariable systems; Parameter estimation; Maximum likelihood;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper discusses parameter estimation problems of the multivariable systems described by input–output difference equations. We decompose a multivariable system to several subsystems according to the number of the outputs. Based on the maximum likelihood principle, a maximum likelihood-based recursive least squares algorithm is derived to estimate the parameters of each subsystem. Finally, two numerical examples are provided to verify the effectiveness of the proposed algorithm.
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页码：2971 / 2986
页数：15
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